Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52277.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45911.51 Kr¶

PnL: ---------------------------------------> -811.09 Kr¶

DD now: ---------------------------------> -1.588 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 13:04:05.075404'

Anic Portfolio¶

Today¶

Return: -0.498 %¶

This Week¶

Return: -1.487 %¶

Total portfolio value¶

Return including deposits: 71.142 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.690000 4522.500000 202.500000 4.690000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 3.920000 662.970000 23.970000 3.750000 638.999984
NCC B 7 1.950000 657.650000 3.650000 0.560000 653.999997
Nolato B 12 0.460000 648.600000 3.000000 0.460000 645.600000
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC A 6 0.200000 600.000000 1.000000 0.170000 598.999998
SCA A 4 -0.930000 596.800000 -2.200000 -0.370000 599.000000
Addnode Group B 6 -0.400000 747.000000 -3.000000 -0.400000 750.000000
Latour B 2 0.000000 445.400000 -3.600000 -0.800000 449.000000
BONESUPPORT HOLDING 10 -0.410000 1220.000000 -4.000000 -0.330000 1224.000000
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
SynAct Pharma 9 -0.840000 639.900000 -5.100000 -0.790000 645.000003
Investor B 3 -0.980000 649.050000 -6.450000 -0.980000 655.500000
Sdiptech B 3 0.590000 814.800000 -7.200000 -0.880000 822.000000
Profoto Holding 7 0.000000 574.000000 -8.000000 -1.370000 581.999999
Biotage 4 -1.660000 594.000000 -9.000000 -1.490000 603.000000
Humana 40 -0.120000 660.800000 -13.200000 -1.960000 674.000000
Embracer Group B 26 -0.220000 648.700000 -13.300000 -2.010000 661.999988
Indutrade 5 -0.500000 1306.500000 -13.500000 -1.020000 1320.000000
Fortnox 10 -1.440000 645.600000 -22.400000 -3.350000 668.000000
Balco Group 39 0.740000 1850.550000 -24.450000 -1.300000 1874.999997
Lime Technologies 2 3.300000 563.000000 -30.000000 -5.060000 593.000000
Vitrolife 3 -1.560000 643.200000 -33.800000 -4.990000 677.000001
Volati 5 -0.740000 536.000000 -38.000000 -6.620000 574.000000
Creades A 7 -6.910000 570.150000 -40.850000 -6.690000 610.999998
Xvivo Perfusion 3 -2.370000 804.000000 -41.000000 -4.850000 845.000001
Lundin Gold 7 -1.340000 928.200000 -45.800000 -4.700000 973.999999
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Ambea 68 -1.090000 2473.840000 -63.160000 -2.490000 2537.000032
Investor A 16 -1.050000 3467.200000 -77.800000 -2.190000 3545.000000
New Wave B 20 -0.100000 3810.000000 -106.000000 -2.710000 3916.000000
Gaming Innovation Group 161 -1.560000 4073.300000 -114.700000 -2.740000 4187.999942
Bactiguard Holding B 37 -11.550000 2664.000000 -296.000000 -10.000000 2960.000000
TOTAL 45911.510000 -811.090000 -1.58751% 46722.599938

Updated:¶

'2023-06-09 13:04:22.630325'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶